Import
Homework: pick a different stock and a different time period and run this again
rm(list=ls())
library(fpp3)
── Attaching packages ──────────────────────────────────────────── fpp3 1.0.3 ──
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Registered S3 method overwritten by 'quantmod':
method from
as.zoo.data.frame zoo
── Attaching core tidyquant packages ─────────────────────── tidyquant 1.0.12 ──
✔ PerformanceAnalytics 2.1.0 ✔ TTR 0.24.4
✔ quantmod 0.4.29 ✔ xts 0.14.2
── Conflicts ────────────────────────────────────────── tidyquant_conflicts() ──
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ℹ Use the conflicted package (<http://conflicted.r-lib.org/>) to force all conflicts to become errors
Attaching package: 'tidyquant'
The following object is masked from 'package:fable':
VAR
df_daily <-
tq_get(x = "MSFT",
get = "stock.prices",
from - "1992-01-01")
stock_data_monthly <- df_daily %>%
mutate(month = yearmonth(date)) %>%
group_by(month) %>%
summarise(value = mean(adjusted)) %>%
as_tsibble(index = month)
write.csv(x = stock_data_monthly,
file = "stock_monthly.csv")
train <- stock_data_monthly[1:101, ] # 80%
test <- stock_data_monthly[102:127, ] # 20%
starting httpd help server ... done
?NAIVE
models_stock <- model(.data = train,
naive = NAIVE(value),
snaive = SNAIVE(value),
drift = RW(value ~ drift())
)
h <- nrow(test)
forecast_stock <- forecast(models_stock, h = 26, level = 95)
autoplot(forecast_stock)
